Continuous-time finance

Author(s)

• Merton, Robert C.
• Samuelson, Paul Anthony

Bibliographic Information

Continuous-time finance

Robert C. Merton ; foreword by Paul A. Samuelson

B. Blackwell, 1990

Note

Bibliography: p. [649]-678

Includes indexes

Details

• NCID: BA10588252
• ISBN:
  • 0631158472
• LCCN: 89018169
• Country Code: us
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Cambridge, Mass.
• Pages/Volumes: xix, 700 p.
• Size: 24 cm
• Classification:
  • LCC : HG173
  • DC20 : 332/.01/18
• Subject Headings:
  • LCSH : Finance -- Mathematical models
  • LCSH : Investments -- Mathematical models
  • LCSH : Portfolio management -- Mathematical models
  • LCSH : Options (Finance) -- Mathematical models
  • LCSH : Finance, Public -- Mathematical models